//+------------------------------------------------------------------+
//|                                                RiskManagement.mqh |
//|                                  Copyright 2024, MetaQuotes Software |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Software"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict

// 风险类型枚举
enum ENUM_RISK_TYPE {
    RISK_POSITION,         // 持仓风险
    RISK_DRAWDOWN,         // 回撤风险
    RISK_MARGIN,           // 保证金风险
    RISK_VOLATILITY,       // 波动风险
    RISK_CORRELATION       // 相关性风险
};

// 风险级别枚举
enum ENUM_RISK_LEVEL {
    RISK_LEVEL_LOW,        // 低风险
    RISK_LEVEL_MEDIUM,     // 中等风险
    RISK_LEVEL_HIGH,       // 高风险
    RISK_LEVEL_CRITICAL    // 临界风险
};

// 风险结构
struct Risk {
    ENUM_RISK_TYPE type;           // 风险类型
    ENUM_RISK_LEVEL level;         // 风险级别
    double value;                  // 风险值
    double threshold;              // 风险阈值
    datetime time;                 // 风险时间
    bool isActive;                 // 是否激活
};

// 风险管理系统类
class CRiskManagement {
private:
    // 风险数组
    Risk risks[];
    
    // 风险参数
    double maxPositionSize;        // 最大持仓量
    double maxDrawdown;            // 最大回撤
    double marginLevel;            // 保证金水平
    double volatilityThreshold;    // 波动阈值
    double correlationThreshold;   // 相关性阈值
    
    // 初始化参数
    void InitializeParameters() {
        maxPositionSize = 10.0;
        maxDrawdown = 0.1;
        marginLevel = 200.0;
        volatilityThreshold = 0.02;
        correlationThreshold = 0.7;
    }
    
    // 检查持仓风险
    void CheckPositionRisk() {
        double totalVolume = 0;
        for(int i = 0; i < OrdersTotal(); i++) {
            if(OrderSelect(i, SELECT_BY_POS)) {
                if(OrderSymbol() == _Symbol) {
                    totalVolume += OrderLots();
                }
            }
        }
        
        double riskValue = totalVolume / maxPositionSize;
        ENUM_RISK_LEVEL level = CalculateRiskLevel(riskValue);
        
        if(level >= RISK_LEVEL_MEDIUM) {
            AddRisk(RISK_POSITION, level, riskValue, maxPositionSize);
        }
    }
    
    // 检查回撤风险
    void CheckDrawdownRisk() {
        double balance = AccountBalance();
        double equity = AccountEquity();
        double drawdown = (balance - equity) / balance;
        
        double riskValue = drawdown / maxDrawdown;
        ENUM_RISK_LEVEL level = CalculateRiskLevel(riskValue);
        
        if(level >= RISK_LEVEL_MEDIUM) {
            AddRisk(RISK_DRAWDOWN, level, riskValue, maxDrawdown);
        }
    }
    
    // 检查保证金风险
    void CheckMarginRisk() {
        double margin = AccountInfoDouble(ACCOUNT_MARGIN);
        double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
        double marginLevel = (freeMargin / margin) * 100;
        
        double riskValue = marginLevel / this.marginLevel;
        ENUM_RISK_LEVEL level = CalculateRiskLevel(riskValue);
        
        if(level >= RISK_LEVEL_MEDIUM) {
            AddRisk(RISK_MARGIN, level, riskValue, this.marginLevel);
        }
    }
    
    // 检查波动风险
    void CheckVolatilityRisk() {
        double atr = iATR(_Symbol, PERIOD_CURRENT, 14, 0);
        double price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
        double volatility = atr / price;
        
        double riskValue = volatility / volatilityThreshold;
        ENUM_RISK_LEVEL level = CalculateRiskLevel(riskValue);
        
        if(level >= RISK_LEVEL_MEDIUM) {
            AddRisk(RISK_VOLATILITY, level, riskValue, volatilityThreshold);
        }
    }
    
    // 检查相关性风险
    void CheckCorrelationRisk() {
        // 这里需要实现相关性计算
        // 示例使用固定值
        double correlation = 0.5;
        
        double riskValue = correlation / correlationThreshold;
        ENUM_RISK_LEVEL level = CalculateRiskLevel(riskValue);
        
        if(level >= RISK_LEVEL_MEDIUM) {
            AddRisk(RISK_CORRELATION, level, riskValue, correlationThreshold);
        }
    }
    
    // 计算风险级别
    ENUM_RISK_LEVEL CalculateRiskLevel(double riskValue) {
        if(riskValue >= 0.9) return RISK_LEVEL_CRITICAL;
        if(riskValue >= 0.7) return RISK_LEVEL_HIGH;
        if(riskValue >= 0.5) return RISK_LEVEL_MEDIUM;
        return RISK_LEVEL_LOW;
    }
    
    // 添加风险
    void AddRisk(ENUM_RISK_TYPE type, ENUM_RISK_LEVEL level, double value, double threshold) {
        int size = ArraySize(risks);
        ArrayResize(risks, size + 1);
        
        risks[size].type = type;
        risks[size].level = level;
        risks[size].value = value;
        risks[size].threshold = threshold;
        risks[size].time = TimeCurrent();
        risks[size].isActive = true;
    }
    
    // 清理过期风险
    void CleanupRisks() {
        datetime currentTime = TimeCurrent();
        int size = ArraySize(risks);
        
        for(int i = size - 1; i >= 0; i--) {
            if(currentTime - risks[i].time > 3600) { // 1小时前的风险
                risks[i].isActive = false;
            }
        }
    }
    
public:
    // 构造函数
    CRiskManagement() {
        InitializeParameters();
    }
    
    // 析构函数
    ~CRiskManagement() {
        ArrayFree(risks);
    }
    
    // 设置参数
    void SetParameters(double maxPositionSize, double maxDrawdown, double marginLevel,
                      double volatilityThreshold, double correlationThreshold) {
        this.maxPositionSize = maxPositionSize;
        this.maxDrawdown = maxDrawdown;
        this.marginLevel = marginLevel;
        this.volatilityThreshold = volatilityThreshold;
        this.correlationThreshold = correlationThreshold;
    }
    
    // 检查风险
    void CheckRisks() {
        CheckPositionRisk();
        CheckDrawdownRisk();
        CheckMarginRisk();
        CheckVolatilityRisk();
        CheckCorrelationRisk();
        CleanupRisks();
    }
    
    // 获取最新风险
    bool GetLatestRisk(Risk &risk) {
        int size = ArraySize(risks);
        if(size == 0) return false;
        
        ENUM_RISK_LEVEL maxLevel = RISK_LEVEL_LOW;
        int maxIndex = -1;
        
        for(int i = 0; i < size; i++) {
            if(risks[i].isActive && risks[i].level > maxLevel) {
                maxLevel = risks[i].level;
                maxIndex = i;
            }
        }
        
        if(maxIndex >= 0) {
            risk = risks[maxIndex];
            return true;
        }
        
        return false;
    }
    
    // 获取所有活跃风险
    int GetActiveRisks(Risk &activeRisks[]) {
        int size = ArraySize(risks);
        int count = 0;
        
        for(int i = 0; i < size; i++) {
            if(risks[i].isActive) {
                ArrayResize(activeRisks, count + 1);
                activeRisks[count] = risks[i];
                count++;
            }
        }
        
        return count;
    }
    
    // 获取特定类型的风险
    int GetRisksByType(ENUM_RISK_TYPE type, Risk &filteredRisks[]) {
        int size = ArraySize(risks);
        int count = 0;
        
        for(int i = 0; i < size; i++) {
            if(risks[i].type == type && risks[i].isActive) {
                ArrayResize(filteredRisks, count + 1);
                filteredRisks[count] = risks[i];
                count++;
            }
        }
        
        return count;
    }
    
    // 清除风险历史
    void ClearHistory() {
        ArrayFree(risks);
    }
}; 